Ok, here are the stages where you will first spot the enemy ships:
Scorpion - Stage 04 - normal stage
Stingray - Stage 08 - normal stage
Dragonfly - Stage 11 - challenging
Galboss - Stage 12 - normal stage
Mosquito - Stage 19 - challenging
Blue Ship - Stage 31 - challenging
An enemy ship will split into three smaller ships on a normal stage. On a challenging stage the enemy fighter will appear as normal ship (normal as in it wont split into anything it stays one ship).
Perfect Bonus Achievement
Stages 3,7,11,15,19,23,27 and 31 are all challenging stages (up to stage 31. I have found stage 19 to be the easiest stage to get this achievement on. Start by going to stage 18 and getting a duel fighter. Once you get your duel fighter and complete the stage stage 19 will be easier to complete getting the all the fighters however it might take a few tries. A fews tips for whichever stage you try to get it on take a few times playing the challenging stage and memorize the pattern the enemy ships come this will help you greatly when you try to get the achievement. Good luck!
Submitted by DarkoTheBlack